The CRSP US Index History Files - Intraday include second-by-second levels of CRSP’s investable Equity Indexes and End of Day levels. The six files that comprise the data set are provided in SAS and ASCII formats and listed below:
File Name
(*.sas7bdat or *.dat)
SAS Size
ASCII Size
Start Date
Description
Cap
4.66 GB
8.33 GB
4/1/2011
CRSP Market Cap Index levels – second by second
Vg
4.43 GB
7.87 GB
9/10/2012
CRSP Value Growth Index levels – second by second
Sector
4.85 GB
8.54 GB
9/21/2012
CRSP Sector Index levels – second by second
Eod_cap
<1 MB
<1 MB
3/31/2011
CRSP Market Cap Index levels – end of day
Eod_vg
<1 MB
<1 MB
9/7/2012
CRSP Value Growth Index levels – end of day
Eod_sector
<1 MB
<1 MB
9/20/2012
CRSP Sector Index levels – end of day
Total Zip File Size
8.79 GB
6.55 GB
N/A
Zipped File
Total File Size
13.95 GB
24.76 GB
N/A
Unzipped File
*Price level indexes start dates. Total Return level indexes start at various other dates listed in Index List details at the end of this document.
UPDATE APRIL 2014: Six new indexes have been added to the files. Included in the Small/Mid Capitalization suite are Total Return and Price-only indexes, and Value and Growth Total Return and Price-only indexes. New indexes are included in columns to the far right of each file.
Subscription Information
The CRSP US Index History Files - Intraday include second-by-second levels of CRSP’s investable Equity Indexes and End of Day levels. The six files that comprise the data set are provided in SAS and ASCII formats and listed below:
(*.sas7bdat or *.dat)
*Price level indexes start dates. Total Return level indexes start at various other dates listed in Index List details at the end of this document.
UPDATE APRIL 2014: Six new indexes have been added to the files. Included in the Small/Mid Capitalization suite are Total Return and Price-only indexes, and Value and Growth Total Return and Price-only indexes. New indexes are included in columns to the far right of each file.